Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52080.57 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47961.5 Kr¶

PnL: ---------------------------------------> -970.5 Kr¶

DD now: ---------------------------------> -1.957 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:02:00.701662'

Anic Portfolio¶

Today¶

Return: 0.011 %¶

This Week¶

Return: -0.45 %¶

Total portfolio value¶

Return including deposits: 70.498 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2321.000000 132.000000 6.030000 2189.000000
Volati 5 6.110000 608.000000 34.000000 5.920000 574.000000
BHG Group 49 2.390000 672.770000 33.770000 5.280000 638.999984
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Biotage 4 0.930000 629.800000 26.800000 4.440000 603.000000
Vitrolife 3 0.950000 699.000000 22.000000 3.250000 677.000001
Addtech B 3 0.760000 720.600000 20.600000 2.940000 699.999999
SynAct Pharma 9 0.960000 664.200000 19.200000 2.980000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
NCC B 7 1.280000 665.000000 11.000000 1.680000 653.999997
Fortnox 10 -0.410000 673.600000 5.600000 0.840000 668.000000
Latour B 2 -0.350000 450.400000 1.400000 0.310000 449.000000
Embracer Group B 26 -1.750000 662.740000 0.740000 0.110000 661.999988
Addnode Group B 6 -1.030000 752.400000 0.400000 0.050000 751.999998
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Indutrade 5 -0.680000 1319.500000 -0.500000 -0.040000 1320.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Humana 40 1.450000 672.000000 -2.000000 -0.300000 674.000000
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
Investor B 3 -0.510000 645.450000 -12.550000 -1.910000 657.999999
SCA A 4 -0.270000 586.400000 -12.600000 -2.100000 599.000000
Sdiptech B 3 -1.970000 808.200000 -13.800000 -1.680000 822.000000
BONESUPPORT HOLDING 10 -0.740000 1201.000000 -23.000000 -1.880000 1224.000000
Lime Technologies 2 -2.740000 567.000000 -26.000000 -4.380000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 1.430000 2501.040000 -35.960000 -1.420000 2537.000032
Creades A 7 0.380000 550.900000 -60.100000 -9.840000 610.999998
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Balco Group 39 -0.330000 1794.000000 -81.000000 -4.320000 1874.999997
Investor A 16 -0.510000 3448.000000 -97.000000 -2.740000 3545.000000
Sedana Medical 135 1.960000 4214.700000 -116.300000 -2.690000 4330.999935
New Wave B 40 0.000000 3760.000000 -156.000000 -3.980000 3916.000000
Wästbygg Gruppen B 80 -1.490000 2648.000000 -223.000000 -7.770000 2871.000000
Bactiguard Holding B 37 1.440000 2612.200000 -354.800000 -11.960000 2966.999993
TOTAL 47961.500000 -970.500000 -1.9574% 48931.999868

Updated:¶

'2023-06-14 10:02:17.171888'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶